+118.1%
VSH vs PFG
+49.5%
+68.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.1% | +5.8% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | -0.7% | +2.9% | -3.6% | -1.7% |
| 3M | -43.1% | +6.7% | -49.8% | -44.6% |
| 6M | +91.8% | +33.8% | +58.0% | +55.7% |
| YTD | +131.6% | +35.0% | +96.7% | +84.7% |
| 1Y | +118.1% | +46.4% | +71.7% | +65.8% |
| All | +118.1% | +49.5% | +68.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling